+25.4%
DKS vs IBN
+73.5%
-48.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +6.3% | +1.9% | +4.4% | +5.4% |
| 30D | +9.3% | +22.1% | -12.8% | -1.4% |
| 3M | -25.3% | +17.1% | -42.4% | -31.6% |
| 6M | -29.2% | +35.5% | -64.7% | -40.0% |
| YTD | -22.7% | +16.8% | -39.5% | -29.5% |
| 1Y | -30.1% | +12.4% | -42.5% | -34.9% |
| 3Y | +45.6% | +58.0% | -12.4% | +7.0% |
| All | +25.4% | +73.5% | -48.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling